Momentum Effect and Economic Cycle in Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 104 === Momentum effect in stock markets indicated that buying stocks with high past return and selling those with poor past performance can generate abnormal return. It has been found that momentum investment strategy can generate abnormal return in USA and European s...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33693514270100232565 |